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Roxas's journey takes place in a digital version of Twilight Town. When he awakens Sora and merges with him, does Sora somehow awaken in the actual version of Twilight Town? How is Roxas awakening him if he's just in a digital world and nothing is real (except Axel, Namine & DiZ)? And if it's still the digital world Sora awakens in, how do Hayner., Pence and Olette recognize Sora when he revisits the town once it's accessed again (since I'm sure when it appears again, it's the actual world).
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Sora does awaken in the actual world. While the machine is only physically real in actual TT, Roxas didn't need to interface with the machine. After seeing Sora (or a digital representation at least, he surrendered his memories and essence to Sora. If KH re coded showed us anything (anything of substance anyway) its that memories and the heart can transcend data.
While I'm fairly sure about the above info, your last question is a tad more challenging. I can think of three possible explanations, but this is all speculation. First, they do awaken in the data world which explains the gang's responses. Then the train takes them from the digital to the real world (how, by magic of course!). Second, they awaken in the real world but because Roxas's heart (Ven's heart if you want to get technical) formed a bond with the gang, that bond transcends the data world allowing for that flicker of mutual recognition. Last and least likely, Roxas was born in TT and conducted numerous missions there during the events of Days. It's possible that (even though it wasn't explicitly shown) the gang could have seen Roxas on one of his missions. Or even if they didn't catch his face, his appearance could've been like one of the local legends, prompting Hayner to inquire further.
Again, all speculation but I'd put my money on the second explanation. Roxas's heart bonds with Hayner, Pence, and Olette, (their digital dopplegangers anyway) so when his essence and heart return to Sora, the three can sense a bond with Sora. Sora feels it more intensely (single tear) but it's there for all of them.
The bird of Hermes is my name, eating my wings to make me tame.